The last time Maxine Peake performed at the West Yorkshire Playhouse in Leeds was in 2002, playing Ophelia opposite Christopher Eccleston in Hamlet. "I went out quite a lot," she recalls during her lunch break in the Playhouse's airy rehearsal room. "There's a good club scene in Leeds. But I'm a bit past that now," she laughs, tucking into a tray of sushi.

At 36, Peake is hardly past it – her pretty, heart-shaped face still radiates youthful mischief – but a lot has changed for her over the past nine years. Back then she was best known as the slouchy Twinkle in Victoria Wood's Dinnerladies. That was before Shameless crashed our screens and Peake made her mark as Veronica, the Gallaghers' brazen, bleach-blonde neighbour. Since her chilling turn as Myra Hindley in See No Evil, a 2006 ITV dramatisation of the Moors murders, Peake has played a series of complex, troubled women in hard-hitting TV dramas such as Red Riding and Criminal Justice.

Now, back in Leeds, she's sinking her teeth into another meaty role in a new production of Terence Rattigan's 1952 classic The Deep Blue Sea. Hester Collyer, the wife of a London judge who embarks on an ill-fated affair with a former RAF pilot, is "a mountain of a part," she says, "real acting athletics. I just hope I don't butcher it."

Does Peake enjoy tackling these on-the-edge characters? "When I started out I got pushed into comedy and was always desperate to play these parts. Now I'm going, 'Please can I do a comedy?' I don't know how much more I've got in me."

Still, Peake seems happy with her career. "I don't have massive ambitions to be anywhere other than in this country doing good work."

So if Hollywood called, she wouldn't pick up the phone?

She gives me a coy smile. "I'd be lying if I said I wasn't intrigued. It'd be nice to go and earn a bit of money. When we were doing Criminal Justice, they were filming Clash of the Titans nearby and we kept nicking off to their catering tent and going, 'Look what they've got!'"

However, the fact that Peake moved to Salford in 2009, after 13 years in London, suggests that a quieter life might suit her. "I feel a bit calmer now. I do a lot more in a day."

Bolton, where she was born and raised, is only a few miles away. Is Greater Manchester pleased at the return of one of the country's brightest acting talents? "Nobody's impressed back home," she says. "All my friends were going, 'Oh right, so you're doing a play up in Leeds? Another depressing one is it? Do you mind if we don't bother coming?'" She lets out a big laugh. "I love that."